{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0523	0.84
β GARCH Volatility persistence	0.9394	524.52***
γ leverage Additional response to negative shocks	-0.0523	-0.47
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.42
λ₂ forecast adj. Forecast performance sensitivity	0.9214	1.06
λ₃ tau persistence Long-term factor persistence	0.0786	0.44

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